+80.1%
CLF vs PSX
+363.6%
-283.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.0% | +4.0% | +5.0% |
| 7D | -14.1% | -8.0% | -6.1% | -8.8% |
| 30D | -5.5% | -9.0% | +3.5% | +0.2% |
| 3M | 0.0% | +24.7% | -24.7% | -14.1% |
| 6M | +11.3% | +49.3% | -38.1% | -16.6% |
| YTD | -7.7% | +100.2% | -107.9% | -44.6% |
| 1Y | +17.5% | +88.8% | -71.3% | -27.2% |
| 3Y | -25.4% | +152.5% | -177.9% | -62.4% |
| 5Y | -46.0% | +283.2% | -329.2% | -81.0% |
| 10Y | +80.1% | +345.8% | -265.7% | -55.7% |
| All | +80.1% | +363.6% | -283.5% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling